0.15Open0.15Pre Close4 Volume8 Open Interest146.00Strike Price55.00Turnover22.17%IV3.40%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier4DDays to Expiry0.10Extrinsic Value100Contract SizeAmericanOptions Type0.0962Delta0.0509Gamma941.93Leverage Ratio-0.0658Theta0.0015Rho90.62Eff Leverage0.0258Vega